1c4762a1bSJed Brown /* Program usage: mpiexec -n 1 eptorsion1 [-help] [all TAO options] */ 2c4762a1bSJed Brown 3c4762a1bSJed Brown /* ---------------------------------------------------------------------- 4c4762a1bSJed Brown 5c4762a1bSJed Brown Elastic-plastic torsion problem. 6c4762a1bSJed Brown 7c4762a1bSJed Brown The elastic plastic torsion problem arises from the determination 8c4762a1bSJed Brown of the stress field on an infinitely long cylindrical bar, which is 9c4762a1bSJed Brown equivalent to the solution of the following problem: 10c4762a1bSJed Brown 11c4762a1bSJed Brown min{ .5 * integral(||gradient(v(x))||^2 dx) - C * integral(v(x) dx)} 12c4762a1bSJed Brown 13c4762a1bSJed Brown where C is the torsion angle per unit length. 14c4762a1bSJed Brown 15c4762a1bSJed Brown The multiprocessor version of this code is eptorsion2.c. 16c4762a1bSJed Brown 17c4762a1bSJed Brown ---------------------------------------------------------------------- */ 18c4762a1bSJed Brown 19c4762a1bSJed Brown /* 20c4762a1bSJed Brown Include "petsctao.h" so that we can use TAO solvers. Note that this 21c4762a1bSJed Brown file automatically includes files for lower-level support, such as those 22c4762a1bSJed Brown provided by the PETSc library: 23c4762a1bSJed Brown petsc.h - base PETSc routines petscvec.h - vectors 24c4762a1bSJed Brown petscsys.h - sysem routines petscmat.h - matrices 25c4762a1bSJed Brown petscis.h - index sets petscksp.h - Krylov subspace methods 26c4762a1bSJed Brown petscviewer.h - viewers petscpc.h - preconditioners 27c4762a1bSJed Brown */ 28c4762a1bSJed Brown 29c4762a1bSJed Brown #include <petsctao.h> 30c4762a1bSJed Brown 31c4762a1bSJed Brown 32c4762a1bSJed Brown static char help[]= 33c4762a1bSJed Brown "Demonstrates use of the TAO package to solve \n\ 34c4762a1bSJed Brown unconstrained minimization problems on a single processor. This example \n\ 35c4762a1bSJed Brown is based on the Elastic-Plastic Torsion (dept) problem from the MINPACK-2 \n\ 36c4762a1bSJed Brown test suite.\n\ 37c4762a1bSJed Brown The command line options are:\n\ 38c4762a1bSJed Brown -mx <xg>, where <xg> = number of grid points in the 1st coordinate direction\n\ 39c4762a1bSJed Brown -my <yg>, where <yg> = number of grid points in the 2nd coordinate direction\n\ 40c4762a1bSJed Brown -par <param>, where <param> = angle of twist per unit length\n\n"; 41c4762a1bSJed Brown 42c4762a1bSJed Brown /*T 43c4762a1bSJed Brown Concepts: TAO^Solving an unconstrained minimization problem 44c4762a1bSJed Brown Routines: TaoCreate(); TaoSetType(); 45c4762a1bSJed Brown Routines: TaoSetInitialVector(); 46c4762a1bSJed Brown Routines: TaoSetObjectiveAndGradientRoutine(); 47c4762a1bSJed Brown Routines: TaoSetHessianRoutine(); TaoSetFromOptions(); 48c4762a1bSJed Brown Routines: TaoGetKSP(); TaoSolve(); 49c4762a1bSJed Brown Routines: TaoDestroy(); 50c4762a1bSJed Brown Processors: 1 51c4762a1bSJed Brown T*/ 52c4762a1bSJed Brown 53c4762a1bSJed Brown /* 54c4762a1bSJed Brown User-defined application context - contains data needed by the 55c4762a1bSJed Brown application-provided call-back routines, FormFunction(), 56c4762a1bSJed Brown FormGradient(), and FormHessian(). 57c4762a1bSJed Brown */ 58c4762a1bSJed Brown 59c4762a1bSJed Brown typedef struct { 60c4762a1bSJed Brown PetscReal param; /* nonlinearity parameter */ 61c4762a1bSJed Brown PetscInt mx, my; /* discretization in x- and y-directions */ 62c4762a1bSJed Brown PetscInt ndim; /* problem dimension */ 63c4762a1bSJed Brown Vec s, y, xvec; /* work space for computing Hessian */ 64c4762a1bSJed Brown PetscReal hx, hy; /* mesh spacing in x- and y-directions */ 65c4762a1bSJed Brown } AppCtx; 66c4762a1bSJed Brown 67c4762a1bSJed Brown /* -------- User-defined Routines --------- */ 68c4762a1bSJed Brown 69c4762a1bSJed Brown PetscErrorCode FormInitialGuess(AppCtx*,Vec); 70c4762a1bSJed Brown PetscErrorCode FormFunction(Tao,Vec,PetscReal*,void*); 71c4762a1bSJed Brown PetscErrorCode FormGradient(Tao,Vec,Vec,void*); 72c4762a1bSJed Brown PetscErrorCode FormHessian(Tao,Vec,Mat,Mat, void*); 73c4762a1bSJed Brown PetscErrorCode HessianProductMat(Mat,Vec,Vec); 74c4762a1bSJed Brown PetscErrorCode HessianProduct(void*,Vec,Vec); 75c4762a1bSJed Brown PetscErrorCode MatrixFreeHessian(Tao,Vec,Mat,Mat,void*); 76c4762a1bSJed Brown PetscErrorCode FormFunctionGradient(Tao,Vec,PetscReal *,Vec,void *); 77c4762a1bSJed Brown 78c4762a1bSJed Brown PetscErrorCode main(int argc,char **argv) 79c4762a1bSJed Brown { 80c4762a1bSJed Brown PetscErrorCode ierr; /* used to check for functions returning nonzeros */ 81c4762a1bSJed Brown PetscInt mx=10; /* discretization in x-direction */ 82c4762a1bSJed Brown PetscInt my=10; /* discretization in y-direction */ 83c4762a1bSJed Brown Vec x; /* solution, gradient vectors */ 84c4762a1bSJed Brown PetscBool flg; /* A return value when checking for use options */ 85c4762a1bSJed Brown Tao tao; /* Tao solver context */ 86c4762a1bSJed Brown Mat H; /* Hessian matrix */ 87c4762a1bSJed Brown AppCtx user; /* application context */ 88c4762a1bSJed Brown PetscMPIInt size; /* number of processes */ 89c4762a1bSJed Brown PetscReal one=1.0; 90c4762a1bSJed Brown 91c4762a1bSJed Brown PetscBool test_lmvm = PETSC_FALSE; 92c4762a1bSJed Brown KSP ksp; 93c4762a1bSJed Brown PC pc; 94c4762a1bSJed Brown Mat M; 95c4762a1bSJed Brown Vec in, out, out2; 96c4762a1bSJed Brown PetscReal mult_solve_dist; 97c4762a1bSJed Brown 98c4762a1bSJed Brown /* Initialize TAO,PETSc */ 99c4762a1bSJed Brown ierr = PetscInitialize(&argc,&argv,(char *)0,help);if (ierr) return ierr; 100c4762a1bSJed Brown ierr = MPI_Comm_size(MPI_COMM_WORLD,&size);CHKERRQ(ierr); 101c4762a1bSJed Brown if (size >1) SETERRQ(PETSC_COMM_WORLD,PETSC_ERR_WRONG_MPI_SIZE,"Incorrect number of processors"); 102c4762a1bSJed Brown 103c4762a1bSJed Brown /* Specify default parameters for the problem, check for command-line overrides */ 104c4762a1bSJed Brown user.param = 5.0; 105c4762a1bSJed Brown ierr = PetscOptionsGetInt(NULL,NULL,"-my",&my,&flg);CHKERRQ(ierr); 106c4762a1bSJed Brown ierr = PetscOptionsGetInt(NULL,NULL,"-mx",&mx,&flg);CHKERRQ(ierr); 107c4762a1bSJed Brown ierr = PetscOptionsGetReal(NULL,NULL,"-par",&user.param,&flg);CHKERRQ(ierr); 108c4762a1bSJed Brown ierr = PetscOptionsGetBool(NULL,NULL,"-test_lmvm",&test_lmvm,&flg);CHKERRQ(ierr); 109c4762a1bSJed Brown 110c4762a1bSJed Brown ierr = PetscPrintf(PETSC_COMM_SELF,"\n---- Elastic-Plastic Torsion Problem -----\n");CHKERRQ(ierr); 111c4762a1bSJed Brown ierr = PetscPrintf(PETSC_COMM_SELF,"mx: %D my: %D \n\n",mx,my); CHKERRQ(ierr); 112c4762a1bSJed Brown user.ndim = mx * my; user.mx = mx; user.my = my; 113c4762a1bSJed Brown user.hx = one/(mx+1); user.hy = one/(my+1); 114c4762a1bSJed Brown 115c4762a1bSJed Brown /* Allocate vectors */ 116c4762a1bSJed Brown ierr = VecCreateSeq(PETSC_COMM_SELF,user.ndim,&user.y);CHKERRQ(ierr); 117c4762a1bSJed Brown ierr = VecDuplicate(user.y,&user.s);CHKERRQ(ierr); 118c4762a1bSJed Brown ierr = VecDuplicate(user.y,&x);CHKERRQ(ierr); 119c4762a1bSJed Brown 120c4762a1bSJed Brown /* Create TAO solver and set desired solution method */ 121c4762a1bSJed Brown ierr = TaoCreate(PETSC_COMM_SELF,&tao);CHKERRQ(ierr); 122c4762a1bSJed Brown ierr = TaoSetType(tao,TAOLMVM);CHKERRQ(ierr); 123c4762a1bSJed Brown 124c4762a1bSJed Brown /* Set solution vector with an initial guess */ 125c4762a1bSJed Brown ierr = FormInitialGuess(&user,x);CHKERRQ(ierr); 126c4762a1bSJed Brown ierr = TaoSetInitialVector(tao,x);CHKERRQ(ierr); 127c4762a1bSJed Brown 128c4762a1bSJed Brown /* Set routine for function and gradient evaluation */ 129c4762a1bSJed Brown ierr = TaoSetObjectiveAndGradientRoutine(tao,FormFunctionGradient,(void *)&user);CHKERRQ(ierr); 130c4762a1bSJed Brown 131c4762a1bSJed Brown /* From command line options, determine if using matrix-free hessian */ 132c4762a1bSJed Brown ierr = PetscOptionsHasName(NULL,NULL,"-my_tao_mf",&flg);CHKERRQ(ierr); 133c4762a1bSJed Brown if (flg) { 134c4762a1bSJed Brown ierr = MatCreateShell(PETSC_COMM_SELF,user.ndim,user.ndim,user.ndim,user.ndim,(void*)&user,&H);CHKERRQ(ierr); 135c4762a1bSJed Brown ierr = MatShellSetOperation(H,MATOP_MULT,(void(*)(void))HessianProductMat);CHKERRQ(ierr); 136c4762a1bSJed Brown ierr = MatSetOption(H,MAT_SYMMETRIC,PETSC_TRUE);CHKERRQ(ierr); 137c4762a1bSJed Brown 138c4762a1bSJed Brown ierr = TaoSetHessianRoutine(tao,H,H,MatrixFreeHessian,(void *)&user);CHKERRQ(ierr); 139c4762a1bSJed Brown } else { 140c4762a1bSJed Brown ierr = MatCreateSeqAIJ(PETSC_COMM_SELF,user.ndim,user.ndim,5,NULL,&H);CHKERRQ(ierr); 141c4762a1bSJed Brown ierr = MatSetOption(H,MAT_SYMMETRIC,PETSC_TRUE);CHKERRQ(ierr); 142c4762a1bSJed Brown ierr = TaoSetHessianRoutine(tao,H,H,FormHessian,(void *)&user);CHKERRQ(ierr); 143c4762a1bSJed Brown } 144c4762a1bSJed Brown 145c4762a1bSJed Brown /* Test the LMVM matrix */ 146c4762a1bSJed Brown if (test_lmvm) { 147c4762a1bSJed Brown ierr = PetscOptionsSetValue(NULL, "-tao_type", "bntr");CHKERRQ(ierr); 148c4762a1bSJed Brown ierr = PetscOptionsSetValue(NULL, "-tao_bnk_pc_type", "lmvm");CHKERRQ(ierr); 149c4762a1bSJed Brown } 150c4762a1bSJed Brown 151c4762a1bSJed Brown /* Check for any TAO command line options */ 152c4762a1bSJed Brown ierr = TaoSetFromOptions(tao);CHKERRQ(ierr); 153c4762a1bSJed Brown 154c4762a1bSJed Brown /* SOLVE THE APPLICATION */ 155c4762a1bSJed Brown ierr = TaoSolve(tao); CHKERRQ(ierr); 156c4762a1bSJed Brown 157c4762a1bSJed Brown /* Test the LMVM matrix */ 158c4762a1bSJed Brown if (test_lmvm) { 159c4762a1bSJed Brown ierr = TaoGetKSP(tao, &ksp);CHKERRQ(ierr); 160c4762a1bSJed Brown ierr = KSPGetPC(ksp, &pc);CHKERRQ(ierr); 161c4762a1bSJed Brown ierr = PCLMVMGetMatLMVM(pc, &M);CHKERRQ(ierr); 162c4762a1bSJed Brown ierr = VecDuplicate(x, &in);CHKERRQ(ierr); 163c4762a1bSJed Brown ierr = VecDuplicate(x, &out);CHKERRQ(ierr); 164c4762a1bSJed Brown ierr = VecDuplicate(x, &out2);CHKERRQ(ierr); 165c4762a1bSJed Brown ierr = VecSet(in, 5.0);CHKERRQ(ierr); 166c4762a1bSJed Brown ierr = MatMult(M, in, out);CHKERRQ(ierr); 167c4762a1bSJed Brown ierr = MatSolve(M, out, out2);CHKERRQ(ierr); 168c4762a1bSJed Brown ierr = VecAXPY(out2, -1.0, in);CHKERRQ(ierr); 169c4762a1bSJed Brown ierr = VecNorm(out2, NORM_2, &mult_solve_dist);CHKERRQ(ierr); 170c4762a1bSJed Brown ierr = PetscPrintf(PetscObjectComm((PetscObject)tao), "error between MatMult and MatSolve: %e\n", mult_solve_dist);CHKERRQ(ierr); 171c4762a1bSJed Brown ierr = VecDestroy(&in);CHKERRQ(ierr); 172c4762a1bSJed Brown ierr = VecDestroy(&out);CHKERRQ(ierr); 173c4762a1bSJed Brown ierr = VecDestroy(&out2);CHKERRQ(ierr); 174c4762a1bSJed Brown } 175c4762a1bSJed Brown 176c4762a1bSJed Brown ierr = TaoDestroy(&tao);CHKERRQ(ierr); 177c4762a1bSJed Brown ierr = VecDestroy(&user.s);CHKERRQ(ierr); 178c4762a1bSJed Brown ierr = VecDestroy(&user.y);CHKERRQ(ierr); 179c4762a1bSJed Brown ierr = VecDestroy(&x);CHKERRQ(ierr); 180c4762a1bSJed Brown ierr = MatDestroy(&H);CHKERRQ(ierr); 181c4762a1bSJed Brown 182c4762a1bSJed Brown ierr = PetscFinalize(); 183c4762a1bSJed Brown return ierr; 184c4762a1bSJed Brown } 185c4762a1bSJed Brown 186c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 187c4762a1bSJed Brown /* 188c4762a1bSJed Brown FormInitialGuess - Computes an initial approximation to the solution. 189c4762a1bSJed Brown 190c4762a1bSJed Brown Input Parameters: 191c4762a1bSJed Brown . user - user-defined application context 192c4762a1bSJed Brown . X - vector 193c4762a1bSJed Brown 194c4762a1bSJed Brown Output Parameters: 195c4762a1bSJed Brown . X - vector 196c4762a1bSJed Brown */ 197c4762a1bSJed Brown PetscErrorCode FormInitialGuess(AppCtx *user,Vec X) 198c4762a1bSJed Brown { 199c4762a1bSJed Brown PetscReal hx = user->hx, hy = user->hy, temp; 200c4762a1bSJed Brown PetscReal val; 201c4762a1bSJed Brown PetscErrorCode ierr; 202c4762a1bSJed Brown PetscInt i, j, k, nx = user->mx, ny = user->my; 203c4762a1bSJed Brown 204c4762a1bSJed Brown /* Compute initial guess */ 205c4762a1bSJed Brown PetscFunctionBeginUser; 206c4762a1bSJed Brown for (j=0; j<ny; j++) { 207c4762a1bSJed Brown temp = PetscMin(j+1,ny-j)*hy; 208c4762a1bSJed Brown for (i=0; i<nx; i++) { 209c4762a1bSJed Brown k = nx*j + i; 210c4762a1bSJed Brown val = PetscMin((PetscMin(i+1,nx-i))*hx,temp); 211c4762a1bSJed Brown ierr = VecSetValues(X,1,&k,&val,ADD_VALUES);CHKERRQ(ierr); 212c4762a1bSJed Brown } 213c4762a1bSJed Brown } 214c4762a1bSJed Brown ierr = VecAssemblyBegin(X);CHKERRQ(ierr); 215c4762a1bSJed Brown ierr = VecAssemblyEnd(X);CHKERRQ(ierr); 216c4762a1bSJed Brown PetscFunctionReturn(0); 217c4762a1bSJed Brown } 218c4762a1bSJed Brown 219c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 220c4762a1bSJed Brown /* 221c4762a1bSJed Brown FormFunctionGradient - Evaluates the function and corresponding gradient. 222c4762a1bSJed Brown 223c4762a1bSJed Brown Input Parameters: 224c4762a1bSJed Brown tao - the Tao context 225c4762a1bSJed Brown X - the input vector 226c4762a1bSJed Brown ptr - optional user-defined context, as set by TaoSetFunction() 227c4762a1bSJed Brown 228c4762a1bSJed Brown Output Parameters: 229c4762a1bSJed Brown f - the newly evaluated function 230c4762a1bSJed Brown G - the newly evaluated gradient 231c4762a1bSJed Brown */ 232c4762a1bSJed Brown PetscErrorCode FormFunctionGradient(Tao tao,Vec X,PetscReal *f,Vec G,void *ptr) 233c4762a1bSJed Brown { 234c4762a1bSJed Brown PetscErrorCode ierr; 235c4762a1bSJed Brown 236c4762a1bSJed Brown PetscFunctionBeginUser; 237c4762a1bSJed Brown ierr = FormFunction(tao,X,f,ptr);CHKERRQ(ierr); 238c4762a1bSJed Brown ierr = FormGradient(tao,X,G,ptr);CHKERRQ(ierr); 239c4762a1bSJed Brown PetscFunctionReturn(0); 240c4762a1bSJed Brown } 241c4762a1bSJed Brown 242c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 243c4762a1bSJed Brown /* 244c4762a1bSJed Brown FormFunction - Evaluates the function, f(X). 245c4762a1bSJed Brown 246c4762a1bSJed Brown Input Parameters: 247c4762a1bSJed Brown . tao - the Tao context 248c4762a1bSJed Brown . X - the input vector 249c4762a1bSJed Brown . ptr - optional user-defined context, as set by TaoSetFunction() 250c4762a1bSJed Brown 251c4762a1bSJed Brown Output Parameters: 252c4762a1bSJed Brown . f - the newly evaluated function 253c4762a1bSJed Brown */ 254c4762a1bSJed Brown PetscErrorCode FormFunction(Tao tao,Vec X,PetscReal *f,void *ptr) 255c4762a1bSJed Brown { 256c4762a1bSJed Brown AppCtx *user = (AppCtx *) ptr; 257c4762a1bSJed Brown PetscReal hx = user->hx, hy = user->hy, area, three = 3.0, p5 = 0.5; 258c4762a1bSJed Brown PetscReal zero = 0.0, vb, vl, vr, vt, dvdx, dvdy, flin = 0.0, fquad = 0.0; 259c4762a1bSJed Brown PetscReal v, cdiv3 = user->param/three; 260c4762a1bSJed Brown const PetscScalar *x; 261c4762a1bSJed Brown PetscErrorCode ierr; 262c4762a1bSJed Brown PetscInt nx = user->mx, ny = user->my, i, j, k; 263c4762a1bSJed Brown 264c4762a1bSJed Brown PetscFunctionBeginUser; 265c4762a1bSJed Brown /* Get pointer to vector data */ 266c4762a1bSJed Brown ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr); 267c4762a1bSJed Brown 268c4762a1bSJed Brown /* Compute function contributions over the lower triangular elements */ 269c4762a1bSJed Brown for (j=-1; j<ny; j++) { 270c4762a1bSJed Brown for (i=-1; i<nx; i++) { 271c4762a1bSJed Brown k = nx*j + i; 272c4762a1bSJed Brown v = zero; 273c4762a1bSJed Brown vr = zero; 274c4762a1bSJed Brown vt = zero; 275c4762a1bSJed Brown if (i >= 0 && j >= 0) v = x[k]; 276c4762a1bSJed Brown if (i < nx-1 && j > -1) vr = x[k+1]; 277c4762a1bSJed Brown if (i > -1 && j < ny-1) vt = x[k+nx]; 278c4762a1bSJed Brown dvdx = (vr-v)/hx; 279c4762a1bSJed Brown dvdy = (vt-v)/hy; 280c4762a1bSJed Brown fquad += dvdx*dvdx + dvdy*dvdy; 281c4762a1bSJed Brown flin -= cdiv3*(v+vr+vt); 282c4762a1bSJed Brown } 283c4762a1bSJed Brown } 284c4762a1bSJed Brown 285c4762a1bSJed Brown /* Compute function contributions over the upper triangular elements */ 286c4762a1bSJed Brown for (j=0; j<=ny; j++) { 287c4762a1bSJed Brown for (i=0; i<=nx; i++) { 288c4762a1bSJed Brown k = nx*j + i; 289c4762a1bSJed Brown vb = zero; 290c4762a1bSJed Brown vl = zero; 291c4762a1bSJed Brown v = zero; 292c4762a1bSJed Brown if (i < nx && j > 0) vb = x[k-nx]; 293c4762a1bSJed Brown if (i > 0 && j < ny) vl = x[k-1]; 294c4762a1bSJed Brown if (i < nx && j < ny) v = x[k]; 295c4762a1bSJed Brown dvdx = (v-vl)/hx; 296c4762a1bSJed Brown dvdy = (v-vb)/hy; 297c4762a1bSJed Brown fquad = fquad + dvdx*dvdx + dvdy*dvdy; 298c4762a1bSJed Brown flin = flin - cdiv3*(vb+vl+v); 299c4762a1bSJed Brown } 300c4762a1bSJed Brown } 301c4762a1bSJed Brown 302c4762a1bSJed Brown /* Restore vector */ 303c4762a1bSJed Brown ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr); 304c4762a1bSJed Brown 305c4762a1bSJed Brown /* Scale the function */ 306c4762a1bSJed Brown area = p5*hx*hy; 307c4762a1bSJed Brown *f = area*(p5*fquad+flin); 308c4762a1bSJed Brown 309c4762a1bSJed Brown ierr = PetscLogFlops(nx*ny*24);CHKERRQ(ierr); 310c4762a1bSJed Brown PetscFunctionReturn(0); 311c4762a1bSJed Brown } 312c4762a1bSJed Brown 313c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 314c4762a1bSJed Brown /* 315c4762a1bSJed Brown FormGradient - Evaluates the gradient, G(X). 316c4762a1bSJed Brown 317c4762a1bSJed Brown Input Parameters: 318c4762a1bSJed Brown . tao - the Tao context 319c4762a1bSJed Brown . X - input vector 320c4762a1bSJed Brown . ptr - optional user-defined context 321c4762a1bSJed Brown 322c4762a1bSJed Brown Output Parameters: 323c4762a1bSJed Brown . G - vector containing the newly evaluated gradient 324c4762a1bSJed Brown */ 325c4762a1bSJed Brown PetscErrorCode FormGradient(Tao tao,Vec X,Vec G,void *ptr) 326c4762a1bSJed Brown { 327c4762a1bSJed Brown AppCtx *user = (AppCtx *) ptr; 328c4762a1bSJed Brown PetscReal zero=0.0, p5=0.5, three = 3.0, area, val; 329c4762a1bSJed Brown PetscErrorCode ierr; 330c4762a1bSJed Brown PetscInt nx = user->mx, ny = user->my, ind, i, j, k; 331c4762a1bSJed Brown PetscReal hx = user->hx, hy = user->hy; 332c4762a1bSJed Brown PetscReal vb, vl, vr, vt, dvdx, dvdy; 333c4762a1bSJed Brown PetscReal v, cdiv3 = user->param/three; 334c4762a1bSJed Brown const PetscScalar *x; 335c4762a1bSJed Brown 336c4762a1bSJed Brown PetscFunctionBeginUser; 337c4762a1bSJed Brown /* Initialize gradient to zero */ 338c4762a1bSJed Brown ierr = VecSet(G, zero);CHKERRQ(ierr); 339c4762a1bSJed Brown 340c4762a1bSJed Brown /* Get pointer to vector data */ 341c4762a1bSJed Brown ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr); 342c4762a1bSJed Brown 343c4762a1bSJed Brown /* Compute gradient contributions over the lower triangular elements */ 344c4762a1bSJed Brown for (j=-1; j<ny; j++) { 345c4762a1bSJed Brown for (i=-1; i<nx; i++) { 346c4762a1bSJed Brown k = nx*j + i; 347c4762a1bSJed Brown v = zero; 348c4762a1bSJed Brown vr = zero; 349c4762a1bSJed Brown vt = zero; 350c4762a1bSJed Brown if (i >= 0 && j >= 0) v = x[k]; 351c4762a1bSJed Brown if (i < nx-1 && j > -1) vr = x[k+1]; 352c4762a1bSJed Brown if (i > -1 && j < ny-1) vt = x[k+nx]; 353c4762a1bSJed Brown dvdx = (vr-v)/hx; 354c4762a1bSJed Brown dvdy = (vt-v)/hy; 355c4762a1bSJed Brown if (i != -1 && j != -1) { 356c4762a1bSJed Brown ind = k; val = - dvdx/hx - dvdy/hy - cdiv3; 357c4762a1bSJed Brown ierr = VecSetValues(G,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 358c4762a1bSJed Brown } 359c4762a1bSJed Brown if (i != nx-1 && j != -1) { 360c4762a1bSJed Brown ind = k+1; val = dvdx/hx - cdiv3; 361c4762a1bSJed Brown ierr = VecSetValues(G,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 362c4762a1bSJed Brown } 363c4762a1bSJed Brown if (i != -1 && j != ny-1) { 364c4762a1bSJed Brown ind = k+nx; val = dvdy/hy - cdiv3; 365c4762a1bSJed Brown ierr = VecSetValues(G,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 366c4762a1bSJed Brown } 367c4762a1bSJed Brown } 368c4762a1bSJed Brown } 369c4762a1bSJed Brown 370c4762a1bSJed Brown /* Compute gradient contributions over the upper triangular elements */ 371c4762a1bSJed Brown for (j=0; j<=ny; j++) { 372c4762a1bSJed Brown for (i=0; i<=nx; i++) { 373c4762a1bSJed Brown k = nx*j + i; 374c4762a1bSJed Brown vb = zero; 375c4762a1bSJed Brown vl = zero; 376c4762a1bSJed Brown v = zero; 377c4762a1bSJed Brown if (i < nx && j > 0) vb = x[k-nx]; 378c4762a1bSJed Brown if (i > 0 && j < ny) vl = x[k-1]; 379c4762a1bSJed Brown if (i < nx && j < ny) v = x[k]; 380c4762a1bSJed Brown dvdx = (v-vl)/hx; 381c4762a1bSJed Brown dvdy = (v-vb)/hy; 382c4762a1bSJed Brown if (i != nx && j != 0) { 383c4762a1bSJed Brown ind = k-nx; val = - dvdy/hy - cdiv3; 384c4762a1bSJed Brown ierr = VecSetValues(G,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 385c4762a1bSJed Brown } 386c4762a1bSJed Brown if (i != 0 && j != ny) { 387c4762a1bSJed Brown ind = k-1; val = - dvdx/hx - cdiv3; 388c4762a1bSJed Brown ierr = VecSetValues(G,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 389c4762a1bSJed Brown } 390c4762a1bSJed Brown if (i != nx && j != ny) { 391c4762a1bSJed Brown ind = k; val = dvdx/hx + dvdy/hy - cdiv3; 392c4762a1bSJed Brown ierr = VecSetValues(G,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 393c4762a1bSJed Brown } 394c4762a1bSJed Brown } 395c4762a1bSJed Brown } 396c4762a1bSJed Brown ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr); 397c4762a1bSJed Brown 398c4762a1bSJed Brown /* Assemble gradient vector */ 399c4762a1bSJed Brown ierr = VecAssemblyBegin(G);CHKERRQ(ierr); 400c4762a1bSJed Brown ierr = VecAssemblyEnd(G);CHKERRQ(ierr); 401c4762a1bSJed Brown 402c4762a1bSJed Brown /* Scale the gradient */ 403c4762a1bSJed Brown area = p5*hx*hy; 404c4762a1bSJed Brown ierr = VecScale(G, area);CHKERRQ(ierr); 405c4762a1bSJed Brown ierr = PetscLogFlops(nx*ny*24);CHKERRQ(ierr); 406c4762a1bSJed Brown PetscFunctionReturn(0); 407c4762a1bSJed Brown } 408c4762a1bSJed Brown 409c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 410c4762a1bSJed Brown /* 411c4762a1bSJed Brown FormHessian - Forms the Hessian matrix. 412c4762a1bSJed Brown 413c4762a1bSJed Brown Input Parameters: 414c4762a1bSJed Brown . tao - the Tao context 415c4762a1bSJed Brown . X - the input vector 416c4762a1bSJed Brown . ptr - optional user-defined context, as set by TaoSetHessian() 417c4762a1bSJed Brown 418c4762a1bSJed Brown Output Parameters: 419c4762a1bSJed Brown . H - Hessian matrix 420c4762a1bSJed Brown . PrecH - optionally different preconditioning Hessian 421c4762a1bSJed Brown . flag - flag indicating matrix structure 422c4762a1bSJed Brown 423c4762a1bSJed Brown Notes: 424c4762a1bSJed Brown This routine is intended simply as an example of the interface 425c4762a1bSJed Brown to a Hessian evaluation routine. Since this example compute the 426c4762a1bSJed Brown Hessian a column at a time, it is not particularly efficient and 427c4762a1bSJed Brown is not recommended. 428c4762a1bSJed Brown */ 429c4762a1bSJed Brown PetscErrorCode FormHessian(Tao tao,Vec X,Mat H,Mat Hpre, void *ptr) 430c4762a1bSJed Brown { 431c4762a1bSJed Brown AppCtx *user = (AppCtx *) ptr; 432c4762a1bSJed Brown PetscErrorCode ierr; 433c4762a1bSJed Brown PetscInt i,j, ndim = user->ndim; 434c4762a1bSJed Brown PetscReal *y, zero = 0.0, one = 1.0; 435c4762a1bSJed Brown PetscBool assembled; 436c4762a1bSJed Brown 437c4762a1bSJed Brown PetscFunctionBeginUser; 438c4762a1bSJed Brown user->xvec = X; 439c4762a1bSJed Brown 440c4762a1bSJed Brown /* Initialize Hessian entries and work vector to zero */ 441c4762a1bSJed Brown ierr = MatAssembled(H,&assembled);CHKERRQ(ierr); 442c4762a1bSJed Brown if (assembled){ierr = MatZeroEntries(H); CHKERRQ(ierr);} 443c4762a1bSJed Brown 444c4762a1bSJed Brown ierr = VecSet(user->s, zero);CHKERRQ(ierr); 445c4762a1bSJed Brown 446c4762a1bSJed Brown /* Loop over matrix columns to compute entries of the Hessian */ 447c4762a1bSJed Brown for (j=0; j<ndim; j++) { 448c4762a1bSJed Brown ierr = VecSetValues(user->s,1,&j,&one,INSERT_VALUES);CHKERRQ(ierr); 449c4762a1bSJed Brown ierr = VecAssemblyBegin(user->s);CHKERRQ(ierr); 450c4762a1bSJed Brown ierr = VecAssemblyEnd(user->s);CHKERRQ(ierr); 451c4762a1bSJed Brown 452c4762a1bSJed Brown ierr = HessianProduct(ptr,user->s,user->y);CHKERRQ(ierr); 453c4762a1bSJed Brown 454c4762a1bSJed Brown ierr = VecSetValues(user->s,1,&j,&zero,INSERT_VALUES);CHKERRQ(ierr); 455c4762a1bSJed Brown ierr = VecAssemblyBegin(user->s);CHKERRQ(ierr); 456c4762a1bSJed Brown ierr = VecAssemblyEnd(user->s);CHKERRQ(ierr); 457c4762a1bSJed Brown 458c4762a1bSJed Brown ierr = VecGetArray(user->y,&y);CHKERRQ(ierr); 459c4762a1bSJed Brown for (i=0; i<ndim; i++) { 460c4762a1bSJed Brown if (y[i] != zero) { 461c4762a1bSJed Brown ierr = MatSetValues(H,1,&i,1,&j,&y[i],ADD_VALUES);CHKERRQ(ierr); 462c4762a1bSJed Brown } 463c4762a1bSJed Brown } 464c4762a1bSJed Brown ierr = VecRestoreArray(user->y,&y);CHKERRQ(ierr); 465c4762a1bSJed Brown } 466c4762a1bSJed Brown ierr = MatAssemblyBegin(H,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); 467c4762a1bSJed Brown ierr = MatAssemblyEnd(H,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); 468c4762a1bSJed Brown PetscFunctionReturn(0); 469c4762a1bSJed Brown } 470c4762a1bSJed Brown 471c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 472c4762a1bSJed Brown /* 473c4762a1bSJed Brown MatrixFreeHessian - Sets a pointer for use in computing Hessian-vector 474c4762a1bSJed Brown products. 475c4762a1bSJed Brown 476c4762a1bSJed Brown Input Parameters: 477c4762a1bSJed Brown . tao - the Tao context 478c4762a1bSJed Brown . X - the input vector 479c4762a1bSJed Brown . ptr - optional user-defined context, as set by TaoSetHessian() 480c4762a1bSJed Brown 481c4762a1bSJed Brown Output Parameters: 482c4762a1bSJed Brown . H - Hessian matrix 483c4762a1bSJed Brown . PrecH - optionally different preconditioning Hessian 484c4762a1bSJed Brown . flag - flag indicating matrix structure 485c4762a1bSJed Brown */ 486c4762a1bSJed Brown PetscErrorCode MatrixFreeHessian(Tao tao,Vec X,Mat H,Mat PrecH, void *ptr) 487c4762a1bSJed Brown { 488c4762a1bSJed Brown AppCtx *user = (AppCtx *) ptr; 489c4762a1bSJed Brown 490c4762a1bSJed Brown /* Sets location of vector for use in computing matrix-vector products of the form H(X)*y */ 491c4762a1bSJed Brown user->xvec = X; 492c4762a1bSJed Brown PetscFunctionReturn(0); 493c4762a1bSJed Brown } 494c4762a1bSJed Brown 495c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 496c4762a1bSJed Brown /* 497c4762a1bSJed Brown HessianProductMat - Computes the matrix-vector product 498c4762a1bSJed Brown y = mat*svec. 499c4762a1bSJed Brown 500c4762a1bSJed Brown Input Parameters: 501c4762a1bSJed Brown . mat - input matrix 502c4762a1bSJed Brown . svec - input vector 503c4762a1bSJed Brown 504c4762a1bSJed Brown Output Parameters: 505c4762a1bSJed Brown . y - solution vector 506c4762a1bSJed Brown */ 507c4762a1bSJed Brown PetscErrorCode HessianProductMat(Mat mat,Vec svec,Vec y) 508c4762a1bSJed Brown { 509c4762a1bSJed Brown void *ptr; 510c4762a1bSJed Brown PetscErrorCode ierr; 511c4762a1bSJed Brown 512c4762a1bSJed Brown PetscFunctionBeginUser; 513c4762a1bSJed Brown ierr = MatShellGetContext(mat,&ptr);CHKERRQ(ierr); 514c4762a1bSJed Brown ierr = HessianProduct(ptr,svec,y);CHKERRQ(ierr); 515c4762a1bSJed Brown PetscFunctionReturn(0); 516c4762a1bSJed Brown } 517c4762a1bSJed Brown 518c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 519c4762a1bSJed Brown /* 520c4762a1bSJed Brown Hessian Product - Computes the matrix-vector product: 521c4762a1bSJed Brown y = f''(x)*svec. 522c4762a1bSJed Brown 523*7a7aea1fSJed Brown Input Parameters: 524c4762a1bSJed Brown . ptr - pointer to the user-defined context 525c4762a1bSJed Brown . svec - input vector 526c4762a1bSJed Brown 527c4762a1bSJed Brown Output Parameters: 528c4762a1bSJed Brown . y - product vector 529c4762a1bSJed Brown */ 530c4762a1bSJed Brown PetscErrorCode HessianProduct(void *ptr,Vec svec,Vec y) 531c4762a1bSJed Brown { 532c4762a1bSJed Brown AppCtx *user = (AppCtx *)ptr; 533c4762a1bSJed Brown PetscReal p5 = 0.5, zero = 0.0, one = 1.0, hx, hy, val, area; 534c4762a1bSJed Brown const PetscScalar *x, *s; 535c4762a1bSJed Brown PetscReal v, vb, vl, vr, vt, hxhx, hyhy; 536c4762a1bSJed Brown PetscErrorCode ierr; 537c4762a1bSJed Brown PetscInt nx, ny, i, j, k, ind; 538c4762a1bSJed Brown 539c4762a1bSJed Brown PetscFunctionBeginUser; 540c4762a1bSJed Brown nx = user->mx; 541c4762a1bSJed Brown ny = user->my; 542c4762a1bSJed Brown hx = user->hx; 543c4762a1bSJed Brown hy = user->hy; 544c4762a1bSJed Brown hxhx = one/(hx*hx); 545c4762a1bSJed Brown hyhy = one/(hy*hy); 546c4762a1bSJed Brown 547c4762a1bSJed Brown /* Get pointers to vector data */ 548c4762a1bSJed Brown ierr = VecGetArrayRead(user->xvec,&x);CHKERRQ(ierr); 549c4762a1bSJed Brown ierr = VecGetArrayRead(svec,&s);CHKERRQ(ierr); 550c4762a1bSJed Brown 551c4762a1bSJed Brown /* Initialize product vector to zero */ 552c4762a1bSJed Brown ierr = VecSet(y, zero);CHKERRQ(ierr); 553c4762a1bSJed Brown 554c4762a1bSJed Brown /* Compute f''(x)*s over the lower triangular elements */ 555c4762a1bSJed Brown for (j=-1; j<ny; j++) { 556c4762a1bSJed Brown for (i=-1; i<nx; i++) { 557c4762a1bSJed Brown k = nx*j + i; 558c4762a1bSJed Brown v = zero; 559c4762a1bSJed Brown vr = zero; 560c4762a1bSJed Brown vt = zero; 561c4762a1bSJed Brown if (i != -1 && j != -1) v = s[k]; 562c4762a1bSJed Brown if (i != nx-1 && j != -1) { 563c4762a1bSJed Brown vr = s[k+1]; 564c4762a1bSJed Brown ind = k+1; val = hxhx*(vr-v); 565c4762a1bSJed Brown ierr = VecSetValues(y,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 566c4762a1bSJed Brown } 567c4762a1bSJed Brown if (i != -1 && j != ny-1) { 568c4762a1bSJed Brown vt = s[k+nx]; 569c4762a1bSJed Brown ind = k+nx; val = hyhy*(vt-v); 570c4762a1bSJed Brown ierr = VecSetValues(y,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 571c4762a1bSJed Brown } 572c4762a1bSJed Brown if (i != -1 && j != -1) { 573c4762a1bSJed Brown ind = k; val = hxhx*(v-vr) + hyhy*(v-vt); 574c4762a1bSJed Brown ierr = VecSetValues(y,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 575c4762a1bSJed Brown } 576c4762a1bSJed Brown } 577c4762a1bSJed Brown } 578c4762a1bSJed Brown 579c4762a1bSJed Brown /* Compute f''(x)*s over the upper triangular elements */ 580c4762a1bSJed Brown for (j=0; j<=ny; j++) { 581c4762a1bSJed Brown for (i=0; i<=nx; i++) { 582c4762a1bSJed Brown k = nx*j + i; 583c4762a1bSJed Brown v = zero; 584c4762a1bSJed Brown vl = zero; 585c4762a1bSJed Brown vb = zero; 586c4762a1bSJed Brown if (i != nx && j != ny) v = s[k]; 587c4762a1bSJed Brown if (i != nx && j != 0) { 588c4762a1bSJed Brown vb = s[k-nx]; 589c4762a1bSJed Brown ind = k-nx; val = hyhy*(vb-v); 590c4762a1bSJed Brown ierr = VecSetValues(y,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 591c4762a1bSJed Brown } 592c4762a1bSJed Brown if (i != 0 && j != ny) { 593c4762a1bSJed Brown vl = s[k-1]; 594c4762a1bSJed Brown ind = k-1; val = hxhx*(vl-v); 595c4762a1bSJed Brown ierr = VecSetValues(y,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 596c4762a1bSJed Brown } 597c4762a1bSJed Brown if (i != nx && j != ny) { 598c4762a1bSJed Brown ind = k; val = hxhx*(v-vl) + hyhy*(v-vb); 599c4762a1bSJed Brown ierr = VecSetValues(y,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 600c4762a1bSJed Brown } 601c4762a1bSJed Brown } 602c4762a1bSJed Brown } 603c4762a1bSJed Brown /* Restore vector data */ 604c4762a1bSJed Brown ierr = VecRestoreArrayRead(svec,&s);CHKERRQ(ierr); 605c4762a1bSJed Brown ierr = VecRestoreArrayRead(user->xvec,&x);CHKERRQ(ierr); 606c4762a1bSJed Brown 607c4762a1bSJed Brown /* Assemble vector */ 608c4762a1bSJed Brown ierr = VecAssemblyBegin(y);CHKERRQ(ierr); 609c4762a1bSJed Brown ierr = VecAssemblyEnd(y);CHKERRQ(ierr); 610c4762a1bSJed Brown 611c4762a1bSJed Brown /* Scale resulting vector by area */ 612c4762a1bSJed Brown area = p5*hx*hy; 613c4762a1bSJed Brown ierr = VecScale(y, area);CHKERRQ(ierr); 614c4762a1bSJed Brown ierr = PetscLogFlops(nx*ny*18);CHKERRQ(ierr); 615c4762a1bSJed Brown PetscFunctionReturn(0); 616c4762a1bSJed Brown } 617c4762a1bSJed Brown 618c4762a1bSJed Brown 619c4762a1bSJed Brown /*TEST 620c4762a1bSJed Brown 621c4762a1bSJed Brown build: 622c4762a1bSJed Brown requires: !complex 623c4762a1bSJed Brown 624c4762a1bSJed Brown test: 625c4762a1bSJed Brown suffix: 1 626c4762a1bSJed Brown args: -tao_smonitor -tao_type ntl -tao_gatol 1.e-4 627c4762a1bSJed Brown 628c4762a1bSJed Brown test: 629c4762a1bSJed Brown suffix: 2 630c4762a1bSJed Brown args: -tao_smonitor -tao_type ntr -tao_gatol 1.e-4 631c4762a1bSJed Brown 632c4762a1bSJed Brown test: 633c4762a1bSJed Brown suffix: 3 634c4762a1bSJed Brown args: -tao_smonitor -tao_type bntr -tao_gatol 1.e-4 -my_tao_mf -tao_test_hessian 635c4762a1bSJed Brown 636c4762a1bSJed Brown test: 637c4762a1bSJed Brown suffix: 4 638c4762a1bSJed Brown args: -tao_smonitor -tao_gatol 1e-3 -tao_type bqnls 639c4762a1bSJed Brown 640c4762a1bSJed Brown test: 641c4762a1bSJed Brown suffix: 5 642c4762a1bSJed Brown args: -tao_smonitor -tao_gatol 1e-3 -tao_type blmvm 643c4762a1bSJed Brown 644c4762a1bSJed Brown test: 645c4762a1bSJed Brown suffix: 6 646c4762a1bSJed Brown args: -tao_smonitor -tao_gatol 1e-3 -tao_type bqnktr -tao_bqnk_mat_type lmvmsr1 647c4762a1bSJed Brown 648c4762a1bSJed Brown TEST*/ 649